THE INFLUENCE OF INFLATION RATE, BI RATE, AND EXCHANGE RATE CHANGES TO THE FINANCIAL SECTOR STOCK PRICE INDEX RETURN IN THE INDONESIAN STOCK MARKET
The objective of this study is to find out how macroeconomic factors such as exchange rate changes, BI rate and inflation rate can affect the financial sector stock price index in IDX from 2011 until 2017. Generalize Autoregressive Conditional Heteroscedasticity (GARCH) is used as the analysis metho...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Petra Christian University
2018-09-01
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| Series: | Jurnal Manajemen dan Wirausaha |
| Subjects: | |
| Online Access: | http://puslit2.petra.ac.id/ejournal/index.php/man/article/view/21100 |